Anic Equity¶
'#---------------------------------------------------------#'
Total return since start: 0.562 %¶
'#---------------------------------------------------------#'
Equity now: -----------------------------> 47709.38 Kr¶
Max Equity ever reached: ------------> 48629.89 Kr¶
Portfolio value: --------------------------> 46314.46 Kr¶
PnL: ---------------------------------------> -574.11 Kr¶
DD now: ---------------------------------> -1.893 %¶
Max portfolio DD since start: ----> -13.025 %¶
Updated:¶
'2023-01-20 16:44:04.671524'
Anic Portfolio Holdings¶
| volume | changePercent | value | profit | profitPercent | acquiredValue | |
|---|---|---|---|---|---|---|
| name | ||||||
| Beijer Electronics Group | 26 | 2.870000 | 3172.000000 | 201.000000 | 6.770000 | 2971.000006 |
| HEBA B | 70 | 1.020000 | 2761.500000 | 125.500000 | 4.760000 | 2636.000010 |
| SAAB B | 8 | 0.420000 | 3440.800000 | 63.800000 | 1.890000 | 3377.000000 |
| FM Mattsson Mora Group B | 50 | -1.820000 | 2975.000000 | 48.000000 | 1.640000 | 2927.000000 |
| Corem Property Group B | 59 | 0.480000 | 614.190000 | 37.190000 | 6.450000 | 576.999999 |
| AcadeMedia | 12 | 2.030000 | 591.120000 | 34.120000 | 6.130000 | 557.000004 |
| Samhällsbyggnadsbo. i Norden B | 20 | 1.400000 | 383.500000 | 28.500000 | 8.030000 | 355.000000 |
| Resurs Holding | 22 | 4.470000 | 602.140000 | 28.140000 | 4.900000 | 573.999998 |
| MedCap | 2 | 0.910000 | 444.000000 | 23.000000 | 5.460000 | 421.000000 |
| Boozt | 12 | 3.100000 | 1675.200000 | 21.200000 | 1.280000 | 1653.999996 |
| OEM International B | 7 | 1.570000 | 544.600000 | 16.600000 | 3.140000 | 527.999997 |
| Norva24 Group | 16 | -3.060000 | 558.400000 | 15.400000 | 2.840000 | 543.000000 |
| Fastighetsbolag. Emilshus Pref | 21 | 1.860000 | 575.400000 | 13.400000 | 2.380000 | 562.000005 |
| HMS Networks | 2 | -0.760000 | 681.200000 | 8.200000 | 1.220000 | 673.000000 |
| Intrum | 4 | -0.260000 | 534.800000 | 7.800000 | 1.480000 | 527.000000 |
| Eastnine | 4 | -2.200000 | 498.400000 | 7.400000 | 1.510000 | 491.000000 |
| Essity A | 4 | 0.350000 | 1154.000000 | 5.000000 | 0.440000 | 1149.000000 |
| Karnov Group | 9 | 4.350000 | 540.000000 | 4.000000 | 0.750000 | 536.000004 |
| Swedbank A | 3 | 0.800000 | 567.450000 | 3.450000 | 0.610000 | 564.000000 |
| Essity B | 2 | 0.910000 | 576.400000 | 2.400000 | 0.420000 | 574.000000 |
| Coor Service Management Hold. | 8 | 0.750000 | 534.000000 | 2.000000 | 0.380000 | 532.000000 |
| Creaspac SPAC | 6 | 0.000000 | 575.400000 | -1.600000 | -0.280000 | 577.000002 |
| Handelsbanken A | 5 | 0.650000 | 543.750000 | -2.250000 | -0.410000 | 546.000000 |
| Sampo Oyj SDB | 7 | 1.570000 | 3846.500000 | -3.500000 | -0.090000 | 3850.000000 |
| Samhällsbyggnadsbo. i Norden D | 12 | 0.100000 | 242.400000 | -3.600000 | -1.460000 | 246.000000 |
| Nordea Bank Abp | 29 | 0.850000 | 3449.840000 | -4.160000 | -0.120000 | 3453.999992 |
| Securitas B | 6 | 0.090000 | 564.240000 | -5.760000 | -1.010000 | 570.000000 |
| CTEK | 13 | 2.010000 | 527.800000 | -6.200000 | -1.160000 | 533.999999 |
| Midsona B | 63 | 2.070000 | 559.440000 | -23.560000 | -4.040000 | 582.999984 |
| International Petroleum Corp. | 5 | 0.740000 | 542.500000 | -52.070000 | -8.760000 | 594.565215 |
| Vivesto | 1368 | -0.930000 | 553.490000 | -59.510000 | -9.710000 | 612.999432 |
| Axfood | 13 | 0.360000 | 3654.300000 | -101.700000 | -2.710000 | 3756.000001 |
| OX2 | 18 | 1.640000 | 1449.900000 | -214.100000 | -12.870000 | 1663.999992 |
| Fasadgruppen Group | 35 | 2.560000 | 3500.000000 | -311.000000 | -8.160000 | 3810.999990 |
| Ovzon | 52 | -0.360000 | 2880.800000 | -481.200000 | -14.310000 | 3361.999992 |
| TOTAL | 46314.460000 | -574.110000 | -1.89289% | 46888.564618 |
Updated:¶
'2023-01-20 16:44:17.434197'
None
Last optimization/rebalancing:¶
'2023-01-02'
Next optimization/rebalancing:¶
'2023-02-10'
AVAN-Live vs backtest and OMXSE30 2023¶
C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning: Output cache limit (currently 1000 entries) hit. Flushing oldest 200 entries.
Walk forward test results - depending on starting day¶
Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶
